I've seen this idea around the forums, But it hasn't been suggested yet, so I decided to suggest this.
Bullet Penetration is when the bullet keeps going even though It hits the player, that way if we get lucky enough we can shoot a bullet and kills or hurts 2 or more people.
To make it balanced, if It's not a headshot, If the bullet kills the other player then If the bullet keeps going it won't damage them that much.